Security videotape showed the pair - both wearing black helmets and jump gear - "walking with parachutes away from the location," Kelly said. There was no evidence such as a note or banner identifying the possible parachutists, nor any indication of how they left the scene, police said.

Kelly said investigators also hadn't determined if the two people jumped from a high-rise or an aircraft. The Goldman Sachs building is near the World Trade Center site.

In June, police in Chicago said three men climbed to the top of the Trump International Hotel & Tower, North America's second-tallest building, and parachuted to the ground. They got away.

BASE jumpers leap from high places: buildings, cliffs or other perches, and parachute down.

Earlier this month, another avid BASE jumper died after colliding with the side of a mountain while parachuting off of Mount St. Helena in northern California.

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